ICE US Dollar Index Future March 2012
Trading Metrics calculated at close of trading on 01-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
78.220 |
78.800 |
0.580 |
0.7% |
79.200 |
High |
78.930 |
78.995 |
0.065 |
0.1% |
79.465 |
Low |
78.120 |
78.690 |
0.570 |
0.7% |
78.260 |
Close |
78.794 |
78.825 |
0.031 |
0.0% |
78.401 |
Range |
0.810 |
0.305 |
-0.505 |
-62.3% |
1.205 |
ATR |
0.608 |
0.586 |
-0.022 |
-3.6% |
0.000 |
Volume |
36,179 |
20,819 |
-15,360 |
-42.5% |
113,419 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.752 |
79.593 |
78.993 |
|
R3 |
79.447 |
79.288 |
78.909 |
|
R2 |
79.142 |
79.142 |
78.881 |
|
R1 |
78.983 |
78.983 |
78.853 |
79.063 |
PP |
78.837 |
78.837 |
78.837 |
78.876 |
S1 |
78.678 |
78.678 |
78.797 |
78.758 |
S2 |
78.532 |
78.532 |
78.769 |
|
S3 |
78.227 |
78.373 |
78.741 |
|
S4 |
77.922 |
78.068 |
78.657 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.324 |
81.567 |
79.064 |
|
R3 |
81.119 |
80.362 |
78.732 |
|
R2 |
79.914 |
79.914 |
78.622 |
|
R1 |
79.157 |
79.157 |
78.511 |
78.933 |
PP |
78.709 |
78.709 |
78.709 |
78.597 |
S1 |
77.952 |
77.952 |
78.291 |
77.728 |
S2 |
77.504 |
77.504 |
78.180 |
|
S3 |
76.299 |
76.747 |
78.070 |
|
S4 |
75.094 |
75.542 |
77.738 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.995 |
78.120 |
0.875 |
1.1% |
0.482 |
0.6% |
81% |
True |
False |
30,623 |
10 |
80.240 |
78.120 |
2.120 |
2.7% |
0.519 |
0.7% |
33% |
False |
False |
29,177 |
20 |
80.240 |
78.120 |
2.120 |
2.7% |
0.548 |
0.7% |
33% |
False |
False |
27,864 |
40 |
82.045 |
78.120 |
3.925 |
5.0% |
0.634 |
0.8% |
18% |
False |
False |
25,463 |
60 |
82.045 |
78.120 |
3.925 |
5.0% |
0.633 |
0.8% |
18% |
False |
False |
21,969 |
80 |
82.045 |
77.330 |
4.715 |
6.0% |
0.613 |
0.8% |
32% |
False |
False |
16,503 |
100 |
82.045 |
75.255 |
6.790 |
8.6% |
0.589 |
0.7% |
53% |
False |
False |
13,206 |
120 |
82.045 |
75.255 |
6.790 |
8.6% |
0.521 |
0.7% |
53% |
False |
False |
11,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.291 |
2.618 |
79.793 |
1.618 |
79.488 |
1.000 |
79.300 |
0.618 |
79.183 |
HIGH |
78.995 |
0.618 |
78.878 |
0.500 |
78.843 |
0.382 |
78.807 |
LOW |
78.690 |
0.618 |
78.502 |
1.000 |
78.385 |
1.618 |
78.197 |
2.618 |
77.892 |
4.250 |
77.394 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
78.843 |
78.736 |
PP |
78.837 |
78.647 |
S1 |
78.831 |
78.558 |
|